I don't know about them, but I love fucking with the lights on but don't get me in front of a mirror while we are going at it- I won't be able to take my eyes off me.
I always make sure that my incall is lighted so that they can have a good view of me when the walk in the door and a light on next to the bed it also depends on how big the room is. I would hate to pay for an encounter and no be able to fully visually enjoy it, that is like going to the movies blindfolded.
(Speculating) Maybe the lady may feel uncomfortable with fully exposing her body, but I feel like if you are put yourself in a position where people are paying to know you in an intimate way you should be open and confident about the package you are providing to your client. Now matter what your size is.
But does that happen alot? If so that sucks. Do you request to keep or turn the lights on?